But, but you can scale the sphere up! And things disappear from the viewport if you scale them too big.
If that's the UE sphere it doesn't matter if things are inside or outside, they still will be lit (as long as the texture on the sphere isn't set to show in the render, that is).

There's got to be a way to create backgrounds... some technique you can use to render a background, then map it onto a sphere, or a background arc... I'll bet that would be a great pluggin or script challenge for some of these guys that do that...